The primary determinant of put and call option premiums is implied volatility, or the price variance the market expects over a coming period. The VIX index is a compilation of the implied volatility ...

SVOL typically shorts between 20% and 30% of its portfolio across the VIX futures term structure, greatly limiting downside risk compared to other products with more exposure. SVOL allocates 2% to 4% ...

The VIX index is known to be mean-reverting. Its level is expected to trend toward its long-term average over time. The VIX is currently rather low, so one could bet on a rise in the VIX with UVXY.

Wall Street's fear gauge has reversed course after a historic surge earlier this week. The VIX hit its third-highest level ever on Monday due to a violent unwind of the yen carry trade. The degree of ...

The VIX index reflects the implied volatility of put and call options on the stocks in the S&P 500 index. Implied volatility is the consensus expectation of future price variance. Since options are ...

Stocks are volatile. That much is understood by most investors, but what exactly is volatility and how is it measured for the overall stock market? You may have seen references to something called the ...

A few weeks back, I discussed the eight-day losing streak for the Cboe Volatility Index (VIX).That article included the table below, which shows how the S&P 500 Index (SPX) reacted after those losing ...

Goldman Sachs reveals VIX trading below what economic indicators would suggest. A trader placed an unusual bet on a VIX spike, aiming for a jaw-dropping 1,100% leap by 2024. 9 Out of the Last 10 ...